First thing to do would to revert both CPU and GPU to stock settings if overclocked. Download and run MSI Afterburner and Realtemp during game play. After an action packed prolonged stint check the temps of both.
Check GPU stability with a few runs of Unigine Heaven benchmarking tool and furmark again keeping an eye on temp and looking out for artifcats etc etc.
Make sure CPU is stable (esp if overclocked), use prime 95 for at least 8 hours, again keep and eye out for max temperatures.
Ensure RAM is running at its rated speed, update all drivers (CPU/motherboard/chipset).
Download and run Memtest86+ to bootable flash drive and run overnight.
OK so unlikely to be unstable GPU, make sure you're on the latest drivers though and start ruling out other components.